English

Generalization of the Sherman-Morrison-Woodbury formula involving the Schur complement

Numerical Analysis 2017-04-20 v2

Abstract

Let XCm×mX\in\mathbb{C}^{m\times m} and YCn×nY\in\mathbb{C}^{n\times n} be nonsingular matrices, and let NCm×nN\in\mathbb{C}^{m\times n}. Explicit expressions for the Moore-Penrose inverses of M=XNYM=XNY and a two-by-two block matrix, under appropriate conditions, have been established by Castro-Gonz\'{a}lez et al. [Linear Algebra Appl. 471 (2015) 353-368]. Based on these results, we derive a novel expression for the Moore-Penrose inverse of A+UVA+UV^{\ast} under suitable conditions, where ACm×nA\in \mathbb{C}^{m\times n}, UCm×rU\in \mathbb{C}^{m\times r}, and VCn×rV\in \mathbb{C}^{n\times r}. In particular, if both AA and I+VA1UI+V^{\ast}A^{-1}U are nonsingular matrices, our expression reduces to the celebrated Sherman-Morrison-Woodbury formula. Moreover, we extend our results to the bounded linear operators case.

Keywords

Cite

@article{arxiv.1607.01579,
  title  = {Generalization of the Sherman-Morrison-Woodbury formula involving the Schur complement},
  author = {Xuefeng Xu},
  journal= {arXiv preprint arXiv:1607.01579},
  year   = {2017}
}